Anic Equity¶

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Total return since start: 0.568 %¶

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Equity now: -----------------------------> 47881.2 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46486.3 Kr¶

PnL: ---------------------------------------> -402.27 Kr¶

DD now: ---------------------------------> -1.54 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 11:03:45.383233'

Anic Portfolio¶

Today¶

Return: 0.355 %¶

This Week¶

Return: 0.732 %¶

Total¶

Return: 56.751 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.460000 2828.000000 192.000000 7.280000 2636.000010
Beijer Electronics Group 26 -0.170000 3099.200000 128.200000 4.320000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 -0.780000 430.600000 75.600000 21.300000 355.000000
Corem Property Group B 59 -2.050000 649.000000 72.000000 12.480000 576.999999
Boozt 12 0.770000 1719.600000 65.600000 3.970000 1653.999996
SAAB B 8 1.150000 3433.600000 56.600000 1.680000 3377.000000
HMS Networks 2 -0.440000 716.400000 43.400000 6.450000 673.000000
OEM International B 7 0.880000 560.700000 32.700000 6.190000 527.999997
FM Mattsson Mora Group B 50 -0.670000 2950.000000 23.000000 0.790000 2927.000000
Intrum 4 0.590000 549.400000 22.400000 4.250000 527.000000
MedCap 2 -0.230000 439.000000 18.000000 4.280000 421.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 577.500000 15.500000 2.760000 562.000005
Coor Service Management Hold. 8 0.000000 546.800000 14.800000 2.780000 532.000000
Samhällsbyggnadsbo. i Norden D 12 -0.650000 258.000000 12.000000 4.880000 246.000000
Karnov Group 9 -0.490000 545.400000 9.400000 1.750000 536.000004
Eastnine 4 -1.420000 498.400000 7.400000 1.510000 491.000000
Resurs Holding 22 0.150000 579.480000 5.480000 0.950000 573.999998
AcadeMedia 12 0.300000 562.320000 5.320000 0.960000 557.000004
Swedbank A 3 1.180000 565.650000 1.650000 0.290000 564.000000
Essity A 4 -1.370000 1150.000000 1.000000 0.090000 1149.000000
Creaspac SPAC 6 -0.210000 577.200000 0.200000 0.030000 577.000002
Norva24 Group 16 0.000000 542.080000 -0.920000 -0.170000 543.000000
Handelsbanken A 5 0.090000 544.500000 -1.500000 -0.270000 546.000000
Essity B 2 -1.380000 572.000000 -2.000000 -0.350000 574.000000
Securitas B 6 -0.320000 567.600000 -2.400000 -0.420000 570.000000
Nordea Bank Abp 29 0.070000 3451.580000 -2.420000 -0.070000 3453.999992
Midsona B 63 -0.650000 579.600000 -3.400000 -0.580000 582.999984
CTEK 13 1.470000 530.530000 -3.470000 -0.650000 533.999999
International Petroleum Corp. 5 2.120000 554.500000 -40.070000 -6.740000 594.565215
Vivesto 1368 2.060000 570.460000 -42.540000 -6.940000 612.999432
Sampo Oyj SDB 7 -0.560000 3759.000000 -91.000000 -2.360000 3850.000000
OX2 18 1.660000 1539.000000 -125.000000 -7.510000 1663.999992
Axfood 13 -0.430000 3572.400000 -183.600000 -4.890000 3756.000001
Ovzon 52 3.360000 3036.800000 -325.200000 -9.670000 3361.999992
Fasadgruppen Group 35 -0.810000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46486.300000 -402.270000 -1.53957% 46888.564618

Updated:¶

'2023-01-18 11:03:57.923525'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'
C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶